Boyce/DiPrima 10th ed, Ch 7.6: Complex Eigenvalues Elementary Differential Equations and Boundary Value Problems, 10th edition, by William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc. We consider again a homogeneous system of n first order linear equations with constant, real coefficients, and thus the system can be written as x' = Ax, where

Conjugate Eigenvalues and Eigenvectors We know that x = ert is a solution of x' = Ax, provided r is an eigenvalue and  is an eigenvector of A. The eigenvalues r1,…, rn are the roots of det(A-rI) = 0, and the corresponding eigenvectors satisfy (A-rI) = 0. If A is real, then the coefficients in the polynomial equation det(A-rI) = 0 are real, and hence any complex eigenvalues must occur in conjugate pairs. Thus if r1 =  + i is an eigenvalue, then so is r2 =  - i. The corresponding eigenvectors (1), (2) are conjugates also. To see this, recall A and I have real entries, and hence

Conjugate Solutions It follows from the previous slide that the solutions corresponding to these eigenvalues and eigenvectors are conjugates conjugates as well, since

Example 1: Direction Field (1 of 7) Consider the homogeneous equation x' = Ax below. A direction field for this system is given below. Substituting x = ert in for x, and rewriting system as (A-rI) = 0, we obtain

Example 1: Complex Eigenvalues (2 of 7) We determine r by solving det(A-rI) = 0. Now Thus Therefore the eigenvalues are r1 = -1/2 + i and r2 = -1/2 - i.

Example 1: First Eigenvector (3 of 7) Eigenvector for r1 = -1/2 + i: Solve by row reducing the augmented matrix: Thus

Example 1: Second Eigenvector (4 of 7) Eigenvector for r1 = -1/2 - i: Solve by row reducing the augmented matrix: Thus

Example 1: General Solution (5 of 7) The corresponding solutions x = ert of x' = Ax are The Wronskian of these two solutions is Thus u(t) and v(t) are real-valued fundamental solutions of x' = Ax, with general solution x = c1u + c2v.

Example 1: Phase Plane (6 of 7) Given below is the phase plane plot for solutions x, with Each solution trajectory approaches origin along a spiral path as t  , since coordinates are products of decaying exponential and sine or cosine factors. The graph of u passes through (1,0), since u(0) = (1,0). Similarly, the graph of v passes through (0,1). The origin is a spiral point, and is asymptotically stable.

Example 1: Time Plots (7 of 7) The general solution is x = c1u + c2v: As an alternative to phase plane plots, we can graph x1 or x2 as a function of t. A few plots of x1 are given below, each one a decaying oscillation as t  .

General Solution To summarize, suppose r1 =  + i, r2 =  - i, and that r3,…, rn are all real and distinct eigenvalues of A. Let the corresponding eigenvectors be Then the general solution of x' = Ax is where

Real-Valued Solutions Thus for complex conjugate eigenvalues r1 and r2 , the corresponding solutions x(1) and x(2) are conjugates also. To obtain real-valued solutions, use real and imaginary parts of either x(1) or x(2). To see this, let (1) = a + i b. Then where are real valued solutions of x' = Ax, and can be shown to be linearly independent.

Spiral Points, Centers, Eigenvalues, and Trajectories In previous example, general solution was The origin was a spiral point, and was asymptotically stable. If real part of complex eigenvalues is positive, then trajectories spiral away, unbounded, from origin, and hence origin would be an unstable spiral point. If real part of complex eigenvalues is zero, then trajectories circle origin, neither approaching nor departing. Then origin is called a center and is stable, but not asymptotically stable. Trajectories periodic in time. The direction of trajectory motion depends on entries in A.

Example 2: Second Order System with Parameter (1 of 2) The system x' = Ax below contains a parameter . Substituting x = ert in for x and rewriting system as (A-rI) = 0, we obtain Next, solve for r in terms of  :

Example 2: Eigenvalue Analysis (2 of 2) The eigenvalues are given by the quadratic formula above. For  < -4, both eigenvalues are real and negative, and hence origin is asymptotically stable node. For  > 4, both eigenvalues are real and positive, and hence the origin is an unstable node. For -4 <  < 0, eigenvalues are complex with a negative real part, and hence origin is asymptotically stable spiral point. For 0 <  < 4, eigenvalues are complex with a positive real part, and the origin is an unstable spiral point. For  = 0, eigenvalues are purely imaginary, origin is a center. Trajectories closed curves about origin & periodic. For  =  4, eigenvalues real & equal, origin is a node (Ch 7.8)

Second Order Solution Behavior and Eigenvalues: Three Main Cases For second order systems, the three main cases are: Eigenvalues are real and have opposite signs; x = 0 is a saddle point. Eigenvalues are real, distinct and have same sign; x = 0 is a node. Eigenvalues are complex with nonzero real part; x = 0 a spiral point. Other possibilities exist and occur as transitions between two of the cases listed above: A zero eigenvalue occurs during transition between saddle point and node. Real and equal eigenvalues occur during transition between nodes and spiral points. Purely imaginary eigenvalues occur during a transition between asymptotically stable and unstable spiral points.

Example 3: Multiple Spring-Mass System (1 of 6) The equations for the system of two masses and three springs discussed in Section 7.1, assuming no external forces, can be expressed as: Given , , the equations become

Example 3: Multiple Spring-Mass System (2 of 6) Writing the system of equations in matrix form: Assuming a solution of the form y = ert , where r must be an eigenvalue of the matrix A and  is the corresponding eigenvector, the characteristic polynomial of A is yielding the eigenvalues:

Example 3: Multiple Spring-Mass System (3 of 6) For the eigenvalues the correspond-ing eigenvectors are The products yield the complex-valued solutions:

Example 3: Multiple Spring-Mass System (4 of 6) After validating that are linearly independent, the general solution of the system of equations can be written as where are arbitrary constants. Each solution will be periodic with period 2π, so each trajectory is a closed curve. The first two terms of the solution describe motions with frequency 1 and period 2π while the second two terms describe motions with frequency 2 and period π. The motions of the two masses will be different relative to one another for solutions involving only the first two terms or the second two terms.

Example 3: Multiple Spring-Mass System (5 of 6) To obtain the fundamental mode of vibration with frequency 1 To obtain the fundamental mode of vibration with frequency 2 Plots of and parametric plots (y, y’) are shown for a selected solution with frequency 1 Plots of the solutions as functions of time Phase plane plots

Example 3: Multiple Spring-Mass System (6 of 6) Plots of and parametric plots (y, y’) are shown for a selected solution with frequency 2 Plots of and parametric plots (y, y’) are shown for a selected solution with mixed frequencies satisfying the initial condition stated Phase plane plots Plots of the solutions as functions of time Plots of the solutions as functions of time Phase plane plots